Adaptive weak approximation of stochastic differential equations (Q4790252)
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scientific article; zbMATH DE number 1860525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive weak approximation of stochastic differential equations |
scientific article; zbMATH DE number 1860525 |
Statements
Adaptive weak approximation of stochastic differential equations (English)
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28 January 2003
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stochastic differential equations
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weak approximations
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error expansion
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adaptive time-stepping methods
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